基于在线社会资本的网络个人信贷的信用风险评估

摘要

Online Social Capital (OSC) is an important component of Internet credit reporting and an important part of credit risk assessment of personal credit. Therefore, the credit risk assessment of online personal credit integrated with online social capital will supplement and revise the credit risk assessment of traditional personal credit. Based on the k-factorization method, this paper quantifies the online social capital of online personal loan borrower based on the number of online social friends and online social network location. And a credit risk assessment model of online personal credit based on online social capital is proposed. Combined with the sesame credit data collected for example analysis, the validity of the model has been tested.%在线社会资本(Online Social Capital,简称OSC)是互联网征信的重要组成部分,也是网络个人信贷的信用风险评估的重要内容.因此,融入在线社会资本的网络个人信贷的信用风险评估,将对传统个人信贷的信用风险评估起到补充和修正的效果.本文基于k-核分解法,基于在线社会网络朋友数和在线社会网络位置对网络个人信贷借款人的在线社会资本进行了量化,并基于此提出了一类基于在线社会资本的网络个人信贷的信用风险评估模型.结合搜集的芝麻信用数据进行示例分析,模型有效性得到了检验.